FTSE 100 Index Future September 2023

Trading Metrics calculated at close of trading on 17-Aug-2023

Day Change Summary
	Previous	Current
	16-Aug-2023	17-Aug-2023	Change	Change %	Previous Week
Open	7,392.5	7,338.0	-54.5	-0.7%	7,517.0
High	7,406.0	7,364.5	-41.5	-0.6%	7,638.0
Low	7,342.5	7,287.5	-55.0	-0.7%	7,470.5
Close	7,361.0	7,316.5	-44.5	-0.6%	7,534.5
Range	63.5	77.0	13.5	21.3%	167.5
ATR	85.5	84.9	-0.6	-0.7%	0.0
Volume	95,316	77,943	-17,373	-18.2%	444,951

Daily Pivots for day following 17-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	7,554.0	7,512.0	7,359.0
R3	7,477.0	7,435.0	7,337.5
R2	7,400.0	7,400.0	7,330.5
R1	7,358.0	7,358.0	7,323.5	7,340.5
PP	7,323.0	7,323.0	7,323.0	7,314.0
S1	7,281.0	7,281.0	7,309.5	7,263.5
S2	7,246.0	7,246.0	7,302.5
S3	7,169.0	7,204.0	7,295.5
S4	7,092.0	7,127.0	7,274.0

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	8,050.0	7,960.0	7,626.5
R3	7,882.5	7,792.5	7,580.5
R2	7,715.0	7,715.0	7,565.0
R1	7,625.0	7,625.0	7,550.0	7,670.0
PP	7,547.5	7,547.5	7,547.5	7,570.0
S1	7,457.5	7,457.5	7,519.0	7,502.5
S2	7,380.0	7,380.0	7,504.0
S3	7,212.5	7,290.0	7,488.5
S4	7,045.0	7,122.5	7,442.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,613.0	7,287.5	325.5	4.4%	93.5	1.3%	9%	False	True	95,283
10	7,638.0	7,287.5	350.5	4.8%	82.5	1.1%	8%	False	True	89,973
20	7,710.0	7,287.5	422.5	5.8%	78.5	1.1%	7%	False	True	91,019
40	7,710.0	7,223.0	487.0	6.7%	79.0	1.1%	19%	False	False	89,279
60	7,710.0	7,223.0	487.0	6.7%	74.0	1.0%	19%	False	False	85,066
80	7,899.0	7,223.0	676.0	9.2%	65.5	0.9%	14%	False	False	63,835
100	7,944.0	7,223.0	721.0	9.9%	55.0	0.8%	13%	False	False	51,070

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,692.0
2.618	7,566.0
1.618	7,489.0
1.000	7,441.5
0.618	7,412.0
HIGH	7,364.5
0.618	7,335.0
0.500	7,326.0
0.382	7,317.0
LOW	7,287.5
0.618	7,240.0
1.000	7,210.5
1.618	7,163.0
2.618	7,086.0
4.250	6,960.0

Fisher Pivots for day following 17-Aug-2023
Pivot	1 day	3 day
R1	7,326.0	7,411.5
PP	7,323.0	7,380.0
S1	7,319.5	7,348.0

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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